{"entities":{"Q847101":{"pageid":848949,"ns":120,"title":"Item:Q847101","lastrevid":42728033,"modified":"2025-07-09T15:07:39Z","type":"item","id":"Q847101","labels":{"en":{"language":"en","value":"A functional extension of the Ito formula"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5669094"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q847101$1674A944-EEAC-43BC-8DAC-AA5AA709DB50","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"ea7c338d690dadf4faf49bf2a5434940a30f510f","datavalue":{"value":{"text":"A functional extension of the Ito formula","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q847101$12C50477-1059-4E20-897B-0A221E6E6591","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"35d5827225cb1c11ca466f0c60b7d32d3be702a3","datavalue":{"value":"1202.60082","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q847101$0A2CF62C-B1B7-4573-B68F-127632F10998","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"ac68b7c8f182078752ea104b0dd910c8b740937d","datavalue":{"value":{"entity-type":"item","numeric-id":245188,"id":"Q245188"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q847101$6786C9D2-9409-43D0-BF57-8910156EFF85","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"d9cf03802a1f2f6a0ae8de68425b732dd953531a","datavalue":{"value":{"entity-type":"item","numeric-id":984410,"id":"Q984410"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q847101$3287E20C-2BA2-46C8-9B0D-90276A2D9FC6","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"5a5c9e0c6a7a2a0cb7662cbf32d2a100f29f5641","datavalue":{"value":{"entity-type":"item","numeric-id":251665,"id":"Q251665"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q847101$90B97186-A4D4-406E-B064-DCB631CEF992","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"f701a5fb7efb18b2a5b2faa4325ff6ec6c98bb41","datavalue":{"value":{"time":"+2010-02-12T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q847101$9B95380B-0DAD-4EE1-9F74-9FEDE3E35E98","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"3dbcfc14f2c55607ee4048f51e6e443390ce9c6e","datavalue":{"value":"The authors introduce a non-anticipative calculus for certain optional c\u00e0dl\u00e0g processes adapted to the filtration of an It\u00f4 process \\(X = \\int \\mu du + \\int \\sigma dW\\). They interpret such a process as a functional of the paths of \\(X\\) and its quadratic variation \\(A\\):  \\[  Y(t) = F_t\\left(\\left\\{X(u): u \\leq t\\right\\}, \\left\\{A(u): u \\leq t\\right\\}\\right) \\]  where \\(F_t\\) is for every \\(t\\) a functional from the respective Skorokhod spaces of paths to \\(\\mathbb{R}\\).  If those functionals \\((F_t)_{t\\geq0}\\) are Lipschitz continuous and twice continuously differentiable (in an appropriate sense), then the authors are able to derive a functional It\u00f4 formula for \\(Y\\). In particular in the case where \\(X = \\int \\sigma dW\\) is a Brownian martingale, they are able to derive an integral representation of certain martingales \\(Y\\):  \\[ Y_T = E(Y_T) + \\int_0^T \\nabla_X Y(t) dX(t) \\]  This is a Clark-Haussmann-Ocone formula, where the martingale representation of \\(Y\\) is non-anticipative.  This note only summarizes the results, the proofs will be given in an upcoming article which at the moment can be found under \\url{arXiv:1002.2446}.","type":"string"},"datatype":"string"},"type":"statement","id":"Q847101$2FE9E17E-2E83-4E01-84AA-5EE10A024016","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"ded531a30886e97025c0ea00b10cbb94eed64861","datavalue":{"value":{"entity-type":"item","numeric-id":244986,"id":"Q244986"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q847101$C90499B2-5A19-44D2-8946-454BA98F336C","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"4187c789cd3cc2284fdbe869bc1aa730ffdee026","datavalue":{"value":"60H07","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q847101$1F1D8297-9E8F-4A97-AFEA-2D055F0DE8E9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"da30627b99013aa4f6027a3ecc134350da7269ea","datavalue":{"value":"60H05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q847101$B752A7FD-01D1-4C1D-9703-E74FE2E6AC9E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"772afcc76afc6ed455612e61ae15c7b17b2b953a","datavalue":{"value":"60H30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q847101$4447BC83-6F01-4C23-987C-60043A5B221E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"54006f64703308f565a048b96b7c6d14d8f5c177","datavalue":{"value":"60G44","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q847101$9E85A1E2-00AE-46D2-9A86-A975599A76C5","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"b329c7f4483bf476d6aa273a5fe96652b9d87422","datavalue":{"value":"5669094","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q847101$B2E76F07-3AA3-4125-AD59-7866027D83FF","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b6b0752aab2fe428edf5e0eae0a39c81773de778","datavalue":{"value":"pathwise calculus","type":"string"},"datatype":"string"},"type":"statement","id":"Q847101$A1258722-C353-46F9-9DC4-1ADD3DF8A0B5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"361cff7a0698823e45e10f7fcd3e715d02f57379","datavalue":{"value":"functional It\u00f4 formula","type":"string"},"datatype":"string"},"type":"statement","id":"Q847101$404BCF27-C557-4C32-A240-CF96DAD72A34","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"779b5a02ad91069d42e85f8626422c95a799949e","datavalue":{"value":"non-anticipative martingale representation","type":"string"},"datatype":"string"},"type":"statement","id":"Q847101$07CD9025-CE26-471A-84C6-727CB4A2923E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0e228eb5da99b2865bd073327e27b4ff5d2a4cfb","datavalue":{"value":"Clark-Haussmann-Ocone formula","type":"string"},"datatype":"string"},"type":"statement","id":"Q847101$F3931267-5B3E-477B-A99C-65775A6A80C0","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q847101$F925327A-24EF-4509-9755-BDAB828638DE","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"ae8ed952db8f2fa00a9e19b5aeea6fdd67ef00c5","datavalue":{"value":"https://doi.org/10.1016/j.crma.2009.11.013","type":"string"},"datatype":"url"},"type":"statement","id":"Q847101$E00DA416-F29F-4448-B437-4996F2D84ED1","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"41efc43945f3bd5d71994dfcde8bece0229d6331","datavalue":{"value":"W4301667716","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q847101$B4EF926E-75EB-4027-B151-DF18F9E44C4D","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"f2e99501946f51a124e00c10779f3b3275a464b8","datavalue":{"value":{"entity-type":"item","numeric-id":5615117,"id":"Q5615117"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q847101$EB48955D-7DDA-4FFB-B63F-57C2C825493C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d035af74d5561f8a3143b5e3ec0c05a90e8964f7","datavalue":{"value":{"entity-type":"item","numeric-id":3911166,"id":"Q3911166"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q847101$D9315A5F-3058-499A-86D0-3F351C81B6E5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"570f2695a2d30f4422ff95deff3666052a1c8b54","datavalue":{"value":{"entity-type":"item","numeric-id":3862808,"id":"Q3862808"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q847101$3F92F8F2-C614-4DBF-B250-C1213C9F4F6F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0255e0e0e3d3f65186ccf27fd41e5f65b4866d17","datavalue":{"value":{"entity-type":"item","numeric-id":3986611,"id":"Q3986611"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q847101$8FA905EE-E79B-4A7E-A84C-6BADF181E398","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f5f2dd67fdbf5316f7e123e2c74e51e107c1bd7d","datavalue":{"value":{"entity-type":"item","numeric-id":4337939,"id":"Q4337939"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q847101$5FD2F6C0-F42D-433E-B750-3BDCDA317290","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b11ae815bac15d31e6e90522d0739462f8b1f608","datavalue":{"value":{"entity-type":"item","numeric-id":4842684,"id":"Q4842684"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q847101$86153DA6-61F9-43A6-BF0D-B9034BF64BEF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"df8a1e0ac766fe5687407ebdec8c6c904d0bff97","datavalue":{"value":{"entity-type":"item","numeric-id":3330239,"id":"Q3330239"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q847101$892DC952-F5A1-4FF1-A6F0-AD3914A77200","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"50ec8d627daeb27b30fab48000dfe4240a732b21","datavalue":{"value":{"entity-type":"item","numeric-id":1159403,"id":"Q1159403"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q847101$230B79F2-B07F-4C32-AF94-85D364163F9A","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"838a679f42964998735f63456e7a79bbad293a7b","datavalue":{"value":"10.1016/J.CRMA.2009.11.013","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q847101$9CD307AA-07FC-41AD-8E9C-C5C54A53A9F6","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"acda21ab51e3ba8429bd0c25f8de257ed6341b7c","datavalue":{"value":{"entity-type":"item","numeric-id":3729766,"id":"Q3729766"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9f0cc34a105c1f77a8c3fcbc54ca637112727626","datavalue":{"value":{"amount":"+0.9442917","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q847101$3AE9AE9A-E42F-4E99-8786-83678C65546A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"503abf5c5c032549aa4d69263eaf99c39c55d638","datavalue":{"value":{"entity-type":"item","numeric-id":700895,"id":"Q700895"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"43942b29f1238f9a72cf85201c497ba66cbed173","datavalue":{"value":{"amount":"+0.93878406","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q847101$34B044A9-2889-4F87-8E4B-9D544F015D3B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c65f33d4995ca76a06af154b7432b249d44fb1f8","datavalue":{"value":{"entity-type":"item","numeric-id":4733192,"id":"Q4733192"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e596652fc819ed3894511fca978c07d3a775a216","datavalue":{"value":{"amount":"+0.9350356","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q847101$99525B53-4497-499C-B2BF-E60C712BADF1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"618078f01e70cef97110d49445120e59ffd800f7","datavalue":{"value":{"entity-type":"item","numeric-id":2790476,"id":"Q2790476"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4f709ffb150dc0823f33d20462ffe02c35d2e59f","datavalue":{"value":{"amount":"+0.9334755","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q847101$400D571D-098F-433C-9A15-C86942FFDB82","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"83ba19a8cb74e9d5b05dac432f40a9264eabe616","datavalue":{"value":{"entity-type":"item","numeric-id":2735167,"id":"Q2735167"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c08950daa7049ab73bd236b4ce36cda863c1cf00","datavalue":{"value":{"amount":"+0.92413014","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q847101$19D89C54-6E1A-4CE3-9768-83F3A50CB143","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c4ca0ee15e2506d16ae5181bbb801767a4286f35","datavalue":{"value":{"entity-type":"item","numeric-id":5305283,"id":"Q5305283"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b4e6d9756ceb540d5f446759128ade14b69586eb","datavalue":{"value":{"amount":"+0.9199398","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q847101$EE7AA9C7-8BAD-456A-9503-EF076FB541B6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e87fb7cd6e80b6e56ba7a6ef021a7fbeb4f57aec","datavalue":{"value":{"entity-type":"item","numeric-id":5234333,"id":"Q5234333"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"dc51f0c69f066fcdc05ce90fafd07a97b2611901","datavalue":{"value":{"amount":"+0.9176264","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q847101$6C8B3FED-D4FD-40E4-B517-7A8F90E004B4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"08f3b1f7fbb81994cd10e88722d0ea53cca16494","datavalue":{"value":{"entity-type":"item","numeric-id":2132538,"id":"Q2132538"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"379da407d2b9e3c59cc791483c99fb3da7a57de2","datavalue":{"value":{"amount":"+0.91646475","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q847101$5DE4133D-4B1D-48AF-B85B-5E83A21E2DEE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fe6d57c05d7e9995127562d9f83ee2466a9a9518","datavalue":{"value":{"entity-type":"item","numeric-id":2810660,"id":"Q2810660"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"10f9af231b872c1854c1bf4c5915c0df56677a75","datavalue":{"value":{"amount":"+0.91222364","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q847101$FD3F26BB-44D7-4E90-9C18-453089F5753B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0d1cf69fc1a028241753f40441e9264642d975ac","datavalue":{"value":{"entity-type":"item","numeric-id":3782541,"id":"Q3782541"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"86bba8a54bad8a0a3f288e2e641f8ff5f7df3906","datavalue":{"value":{"amount":"+0.9119263","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q847101$52DA791A-6DC1-4BE7-9902-BD783401D29A","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:847101","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:847101"}}}}}